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ZKB Autocallable Reverse Convertible on worst of
ABN AMRO Bank NV/Allianz SE/Moët Hennessy Louis Vuitton SE

ISIN: CH1329114222 Security: 132911422 Symbol: n.a. Life cycle
Secondary market

Bid Price 95.87%

Ask Price n.a.

Currency EUR

Exchange ZKB

Volume 110'000.00

Volume n.a.

Date/time (realtime) 22.07.2024 02:20:36

Sell Buy 

Underlying value

UnderlyingPriceInitial fixingCurr.CapAbstand zu
Cap
Ratio
ABN AMRO Grp A16.39514.99EUR12.32 (82.22%)24.76%405.6868
Allianz N262.1258.875EUR212.85 (82.22%)18.79%23.4910
LVMH A692.6846.95EUR696.36 (82.22%)-0.44%7.1802

Reference data

ISIN CH1329114222
Security 132911422
Symbol n.a.
Currency EUR
Currency hedging No
Nominal amount 5'000.00

Coupon

Coupon (Coupon p.a.)ABN + 10.00%
Coupon paymentguaranteed
Interest portion p.a.ABN
Premium portion p.a.10.000%
Coupon date15.08.2024
Day count convention30/360 (German), modified following
Accrued couponn.a.

Life cycle

Issue price100.00%
Initial fixing date08.03.2024
Payment day15.03.2024
First trading day15.03.2024
Last trading day09.09.2024
Final fixing day09.09.2024
Redemption date16.09.2024
Redemption typephysical delivery or cash settlement
Early redemptionNo
Residual term48
Issue amount110'000.00

Price data

Price status flat Marchzins
Exchange ZKB
Trade time 09:15 - 17:15 (CET)
Round lot EUR 5'000.00
Performance of underlying since issue -18.14%

Product type

SSPA derivative category Yield enhancement
SSPA code Reverse convertible (1220)

Legal parties

Issuer Zürcher Kantonalbank Finance (Guernsey) Ltd
Keep-Well Agreement with Zürcher Kantonalbank, Zürich
Issuer rating
Lead manager Zürcher Kantonalbank, Zürich
Payment, execution and calculation agent Zürcher Kantonalbank, Zürich

Tax aspects (Private investor tax domicile Switzerland)

Income taxYes
Withholding taxNo
Stamp duty payable in the secondary marketNo
Stamp duty payable upon delivery of the securitiesYes
SIX Telekurs EU tax classification code (out of scope)
Internal Rate of Return3.82%
Cash value of fixed income investment upon issue98.13%
Cash value of fixed income investment upon redemption100.00%

Sales restrictions

USA, US persons, Guernsey, EEA, GB

Redemption

Redemption date16.09.2024
Redemption amount
Redemption currencyn.a.
Underlyingn.a.
Physical delivery-

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